How to render a scene with Cycles render and blender internal
The reason why you get gray a plane or rocks, is that materials are different in BI and Cycles, so to use, let's say Cycles, you have to "port" your materials (basicly remake them, with the tools availiable in the render engine); Since materials are different, when you switch between the renderers it applys a default materail to objects that don't have a propper one; That material just so happens to be gray. 
So I don't think it's possible to mix them, without using the compositor and transparency.